You don't need to download .net at all, you can directly download and install any version of .net from within protontricks itself.
I think I'm in the correct prefix and i'm trying to install dotnetdesktop7 (the most recent package available), the install wizard comes up two times and says the installation was successful, but I'm still getting the prompt to download missing files when I try to run the exe in proton 8. I'm sure someone will put out a step by step guide soon, but could you let me know if I'm close?